-100.0%
SQQQ vs MTZ
+1,774.1%
-1,874.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +0.9% |
| 7D | +4.1% | 0.0% | +4.1% | +4.2% |
| 30D | +4.6% | -14.8% | +19.5% | -5.2% |
| 3M | -10.4% | -30.8% | +20.4% | -25.2% |
| 6M | -42.1% | -22.6% | -19.5% | -46.4% |
| YTD | -40.3% | +6.8% | -47.2% | -30.7% |
| 1Y | -50.2% | +22.1% | -72.3% | -34.7% |
| 3Y | -89.4% | +153.1% | -242.5% | -71.2% |
| 5Y | -94.7% | +161.4% | -256.1% | -81.4% |
| 10Y | -100.0% | +723.1% | -823.1% | -99.6% |
| All | -100.0% | +1,774.1% | -1,874.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling